Leverage Shares 2x Long FIG Daily ETF (FIGG) Options History
Historical options analytics archive for FIGG with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
FIGG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FIGG. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 17 | 167.6% | 30.4% | $13.00 | $311 | -$13.1K | 0.79 |
| 2026-05 | 17 | 190.7% | - | $20.00 | $249 | -$31.0K | 3.02 |
| 2026-04 | 18 | 128.5% | - | $20.00 | $46 | -$12.3K | 0.22 |
| 2026-03 | 21 | 233.4% | - | $40.00 | $342 | -$71.0K | 0.17 |
| 2026-02 | 19 | 248.9% | - | $20.00 | $635 | -$57.4K | 1.43 |
| 2026-01 | 20 | 220.5% | - | $60.00 | $243 | -$25.6K | 0.77 |
This archive aggregates FIGG's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how FIGG option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 167.6%, a month-end max-pain strike around $13.00, an average put/call ratio of 0.79.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked FIGG history questions
- How much options history is available for FIGG?
- This archive holds 8 months of FIGG options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of FIGG's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the FIGG archive.
- What data does each monthly FIGG aggregate contain?
- Every monthly row summarizes that month of FIGG option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 167.6%, an average IV rank of 30.4%, a month-end max-pain strike around $13.00, an average put/call ratio of 0.79.
- How is the FIGG options-history archive built and how often does it update?
- The archive is derived from FIGG's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how FIGG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.